I'm glad you found a good answer, but you don't need to accept the first answer you get. If you leave it for 24 hours you'll probably get more answers, possibly even better / more suitable ones. Accepting an anwser so quickly may deter other people answering.
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JonW♦Jun 27 '12 at 16:19

1

True I suppose. Anything by Jessie James Garret gets my vote for a good answer. :) I've removed the good answer (sorry dhmholley) to see if anyone else answers. But it was good for me.
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Bernard TyersJun 27 '12 at 17:02

A simple icon, such as a keyhole lock, that can show the page is locked (and therefore unlockable with the correct key), is a good way of identifying which pages are behind the login or firewall. Using a dotted line pointing away from the lock to an error page/box, along with other lines that connect the page to represent typical navigation, should be make sense.